+35.0%
CMS vs ONTO
+658.6%
-623.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -3.6% | -2.9% | -0.7% | -3.6% |
| 3M | -1.9% | -2.5% | +0.5% | -2.3% |
| 6M | -11.0% | +28.2% | -39.2% | -12.6% |
| YTD | +0.2% | +69.8% | -69.6% | -2.8% |
| 1Y | -1.3% | +162.9% | -164.2% | -6.4% |
| 3Y | +35.9% | +95.9% | -60.0% | +25.4% |
| 5Y | +23.1% | +244.5% | -221.4% | +2.0% |
| All | +35.0% | +658.6% | -623.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling